2016年第三季度银行间市场运行报告  

China＇s interbank market performance in Q3 2016

机构地区：[1]中国外汇交易中心暨全国银行间同业拆借中心研究部

出　　处：《中国货币市场》2016年第10期82-89,共8页China Money

摘　　要：2016年第三季度，银行间市场的整体运行特点是：货币市场流动性合理充裕，季末短期利率小幅回升；国债收益率曲线整体下行，信用债收益率整体降幅高于国债；互换利率走势分化，FR007利率互换曲线平坦化上行；人民币汇率保持基本稳定，波动减弱；外汇交易量进一步增长，交易格局进一步改善。In Q3 2016, the overall characteristics of the interbank market performance were as follows： the money market liquidity was reasonably ample and the short-term interest rates picked up slightly at end of Q3; the T-bond yield curve registered an overall downward shift, and the credit bond yields dropped more; the IRS rates moved in different directions, and the FR007 IRS curve shifted up slightly; the RMB exchange rate maintained basically stable with weakened fluctuations; the FX trading volume recorded a further growth, and the trading structure has been further improved.

关 键 词：银行间市场 运行报告 国债收益率曲线 外汇交易量 市场流动性 人民币汇率 运行特点 短期利率 

分 类 号：F832.5[经济管理—金融学]